+136.0%
OKLO vs DECK
+36.2%
+99.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.2% | +23.8% | +22.9% |
| 7D | -6.7% | +5.8% | -12.5% | -8.1% |
| 30D | -36.0% | +7.9% | -43.9% | -37.3% |
| 3M | -44.2% | -11.4% | -32.8% | -42.9% |
| 6M | -70.4% | -16.6% | -53.9% | -69.4% |
| YTD | -67.2% | -16.4% | -50.8% | -66.3% |
| 1Y | -77.9% | +8.6% | -86.6% | -78.7% |
| 3Y | +128.4% | -15.1% | +143.5% | +153.8% |
| 5Y | +139.1% | +22.9% | +116.2% | +166.6% |
| All | +136.0% | +36.2% | +99.8% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling